Actually, they are perfectly fine. If you buy good meat (80% lean) and you grill it this way, you've got a pretty healthy meal. The bad comes not from eating meat, but in how it's prepared. Less fat is good, and you'll find a lot of the bad also comes from what's put on the burger. Cheese is almost pure fat, any sauces are just bad for you ('sept maybe ketchup and mustard) and there's a ton of carbs in bread. If you buy a fast-food burger, you're not only getting a lump of grease and fat, but you're also getting all the stuff they put into the food to make the taste and food last. Preservatives and additives will mount up to a major blow against any diet.
If you buy lean hamburger meat, grill it on a GF or HB grill, put low-fat cheese on it and sauces with "healthier" content, on weat or potato bread, you've got a very healthy burger that will also taste pretty good. Seasonings don't often add to fat, mostly just salt and a little calories, so you can season your burgers safely too.